| Author | Holton, Glyn A |
|---|---|
| Title | Value-at-risk : theory and practice / Glyn A. Holton |
| Imprint | Amsterdam : Academic Press, c2003 |
| Descript | xvi, 405 p : ill |
Part1 : Overview -- Preface -- Value-at-risk -- Part 2: Essential mathematics -- Mathematical preliminaries -- Probability -- Statistics and time series analysis -- Monte carlo method -- Part 3: Value-at-risk -- Market data -- Inference -- Primary mappings -- Remappings -- Transformations
| LOCATION | CALL# | STATUS |
|---|---|---|
| Chula Business School Library | 332.6 H758V 2003 | CHECK SHELVES |
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